+1,065.8%
MDB vs WSM
+980.2%
+85.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -14.9% | -10.7% | -4.2% | -11.3% |
| 3M | +7.3% | +8.5% | -1.1% | +3.6% |
| 6M | +38.2% | +19.6% | +18.5% | +27.3% |
| YTD | -10.9% | +26.6% | -37.5% | -19.8% |
| 1Y | +11.6% | +12.0% | -0.3% | +4.6% |
| 3Y | -0.9% | +226.6% | -227.6% | -45.0% |
| 5Y | -23.5% | +174.1% | -197.6% | -55.5% |
| All | +1,065.8% | +980.2% | +85.6% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling